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Quant Developer

  • Location

    London, London

  • Sector:

    Finance Technology

  • Job type:

    Contract

  • Salary:

    £600 - £700 per day + Negotiable

  • Contact:

    Sadiye Booker

  • Contact email:

    sadiyeb@montash.com

  • Salary high:

    700

  • Salary low:

    600

  • Job ref:

    SDBO2277

  • Published:

    over 2 years ago

  • Duration:

    6 Months

  • Expiry date:

    2016-10-15

  • Startdate:

    ASAP

Title: Quant Developer
Location:
London
Salary/Rate:
£600-£700

Montash have been engaged by a large financial services client based in London to secure an experienced Quant Developer immediately. This position requires a strong cooperation with trading and the Global Markets IT division in order to ensure all quant development integrate optimally with the IT ecosystem within the organisation to ensure best deliveries to the organisation. The Quant Developer will be working within the Global Markets Quantitative Research division.

Job Purpose

The Quant Developer will be tasked to build along with the Global Markets IT a new architecture to calculate counterparty risk and capital numbers at portfolio level for use for Counterparty risk hedging and funding risk monitoring etc. The role is being offered to participate in this major project and work within the Counterparty and regulatory quant team.

Ideal candidate

The ideal candidate will have come from a mathematical/statistical educational background and will have extensive experience within financial services working with large scale libraries and dealing with C#, C++ and have knowledge of XML.

Key Responsibilities:

  • Develop and test and additional modules necessary for the project.
  • Develop the trade description conversion module to cover all required derivatives products.
  • Interact with the grid computing framework to deliver risk measures at portfolio level.

Key Requirements:

  • Extensive experience with C#, C++ and XML.
  • Strong financial services background.
  • Comfortable with large scale libraries.
  • Strong experience in networks and heavy IO based systems.

If this role may be suitable or you know someone who may be interested, please feel free to contact me on sadiyeb@montash.com.